CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 27-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2007 |
27-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8356 |
0.8512 |
0.0156 |
1.9% |
0.8266 |
| High |
0.8493 |
0.8516 |
0.0023 |
0.3% |
0.8516 |
| Low |
0.8337 |
0.8436 |
0.0099 |
1.2% |
0.8240 |
| Close |
0.8486 |
0.8474 |
-0.0012 |
-0.1% |
0.8474 |
| Range |
0.0156 |
0.0080 |
-0.0076 |
-48.7% |
0.0276 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.3% |
0.0000 |
| Volume |
221,349 |
210,385 |
-10,964 |
-5.0% |
857,241 |
|
| Daily Pivots for day following 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8715 |
0.8675 |
0.8518 |
|
| R3 |
0.8635 |
0.8595 |
0.8496 |
|
| R2 |
0.8555 |
0.8555 |
0.8489 |
|
| R1 |
0.8515 |
0.8515 |
0.8481 |
0.8495 |
| PP |
0.8475 |
0.8475 |
0.8475 |
0.8466 |
| S1 |
0.8435 |
0.8435 |
0.8467 |
0.8415 |
| S2 |
0.8395 |
0.8395 |
0.8459 |
|
| S3 |
0.8315 |
0.8355 |
0.8452 |
|
| S4 |
0.8235 |
0.8275 |
0.8430 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9238 |
0.9132 |
0.8626 |
|
| R3 |
0.8962 |
0.8856 |
0.8550 |
|
| R2 |
0.8686 |
0.8686 |
0.8525 |
|
| R1 |
0.8580 |
0.8580 |
0.8499 |
0.8633 |
| PP |
0.8410 |
0.8410 |
0.8410 |
0.8437 |
| S1 |
0.8304 |
0.8304 |
0.8449 |
0.8357 |
| S2 |
0.8134 |
0.8134 |
0.8423 |
|
| S3 |
0.7858 |
0.8028 |
0.8398 |
|
| S4 |
0.7582 |
0.7752 |
0.8322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8516 |
0.8240 |
0.0276 |
3.3% |
0.0094 |
1.1% |
85% |
True |
False |
171,448 |
| 10 |
0.8516 |
0.8226 |
0.0290 |
3.4% |
0.0076 |
0.9% |
86% |
True |
False |
149,356 |
| 20 |
0.8516 |
0.8158 |
0.0358 |
4.2% |
0.0069 |
0.8% |
88% |
True |
False |
135,662 |
| 40 |
0.8516 |
0.8140 |
0.0376 |
4.4% |
0.0056 |
0.7% |
89% |
True |
False |
99,249 |
| 60 |
0.8516 |
0.8140 |
0.0376 |
4.4% |
0.0049 |
0.6% |
89% |
True |
False |
66,323 |
| 80 |
0.8665 |
0.8140 |
0.0525 |
6.2% |
0.0048 |
0.6% |
64% |
False |
False |
49,785 |
| 100 |
0.8840 |
0.8140 |
0.0700 |
8.3% |
0.0049 |
0.6% |
48% |
False |
False |
39,852 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
8.8% |
0.0043 |
0.5% |
45% |
False |
False |
33,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8856 |
|
2.618 |
0.8725 |
|
1.618 |
0.8645 |
|
1.000 |
0.8596 |
|
0.618 |
0.8565 |
|
HIGH |
0.8516 |
|
0.618 |
0.8485 |
|
0.500 |
0.8476 |
|
0.382 |
0.8467 |
|
LOW |
0.8436 |
|
0.618 |
0.8387 |
|
1.000 |
0.8356 |
|
1.618 |
0.8307 |
|
2.618 |
0.8227 |
|
4.250 |
0.8096 |
|
|
| Fisher Pivots for day following 27-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8476 |
0.8458 |
| PP |
0.8475 |
0.8442 |
| S1 |
0.8475 |
0.8427 |
|